Anic Equity¶

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Total return since start: 0.581 %¶

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Equity now: -----------------------------> 48290.71 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46090.73 Kr¶

PnL: ---------------------------------------> -2131.52 Kr¶

DD now: ---------------------------------> -7.263 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:46:22.079845'

Anic Portfolio¶

Today¶

Return: -0.372 %¶

This Week¶

Return: -0.372 %¶

Total¶

Return: 58.091 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.120000 829.350000 131.350000 18.820000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Nordisk Bergteknik B 130 -2.720000 4186.000000 22.000000 0.530000 4163.999970
Stillfront Group 38 -2.620000 706.800000 20.800000 3.030000 686.000016
Tobii Dynavox 109 -2.070000 2732.630000 10.630000 0.390000 2721.999993
Tietoevry 2 -2.060000 648.000000 10.000000 1.570000 638.000000
Vitec Software Group B 1 -1.890000 494.000000 9.000000 1.860000 485.000000
MEKO 13 -2.200000 1560.000000 6.000000 0.390000 1554.000006
G5 Entertainment 3 -0.890000 569.700000 -2.300000 -0.400000 572.000001
SKF A 3 -4.160000 588.000000 -5.000000 -0.840000 593.000001
Mycronic 3 -3.410000 645.000000 -7.000000 -1.070000 651.999999
SKF B 3 -4.590000 586.500000 -9.500000 -1.590000 596.000001
ASSA ABLOY B 2 -2.080000 500.000000 -14.000000 -2.720000 514.000000
Addnode Group B 6 -3.280000 690.600000 -18.400000 -2.600000 709.000002
Embracer Group B 14 -5.680000 670.040000 -18.960000 -2.750000 689.000004
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
ITAB Shop Concept 56 -3.720000 666.400000 -24.600000 -3.560000 691.000016
Husqvarna A 7 -3.870000 608.300000 -24.700000 -3.900000 632.999997
Loomis 6 -2.440000 2017.200000 -25.800000 -1.260000 2043.000000
Fastighetsbolaget Emilshus B 23 23.390000 666.660000 -28.340000 -4.080000 694.999993
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Husqvarna B 7 -3.980000 608.020000 -31.980000 -5.000000 639.999997
Rejlers B 6 -2.650000 926.400000 -35.600000 -3.700000 961.999998
Avanza Bank Holding 2 -7.540000 473.600000 -37.400000 -7.320000 511.000000
Arion Banki SDB 61 -1.820000 657.580000 -39.420000 -5.660000 697.000030
Swedbank A 3 -3.740000 574.800000 -43.200000 -6.990000 618.000000
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Lagercrantz Group B 5 -3.540000 558.500000 -48.500000 -7.990000 607.000000
Collector Bank 29 -6.890000 1183.780000 -50.220000 -4.070000 1233.999996
Dustin Group 18 -4.610000 610.920000 -59.080000 -8.820000 669.999996
Mips 1 -3.210000 468.100000 -60.900000 -11.510000 529.000000
Nordea Bank Abp 30 -4.260000 3691.200000 -71.800000 -1.910000 3762.999990
AFRY 3 -3.370000 516.300000 -78.700000 -13.230000 594.999999
Viaplay Group B 4 -5.900000 943.600000 -93.400000 -9.010000 1037.000000
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
RVRC Holding 17 -4.550000 542.300000 -140.700000 -20.600000 683.000007
Fasadgruppen Group 38 1.170000 3929.200000 -260.800000 -6.220000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.930000 3520.000000 -618.000000 -14.930000 4138.000000
TOTAL 46090.730000 -2131.520000 -7.26258% 48222.250041

Updated:¶

'2023-03-13 13:46:35.772061'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶